Derivatives (finance)

financial instrument whose value is based on one or more underlying assets

standardized legal agreement to buy or sell something (usually a commodity or financial instrument) at a predetermined price (“forward price”) at a specified time (“delivery date”) in the future

financial security analysis methodology based on historical price patterns

analysis of a business's financial statements, health, and market

contractual exchange of instruments, cash flows, or payments at preordained times

monetary contract between parties

non-standardized contract between two parties to buy or sell an asset at a specified future time at a price agreed upon today

contract stipulating that the seller will pay to the buyer the difference between the current value of an asset and its value at contract time

investment position intended to offset potential losses or gains that may be incurred by a companion investment

very short-term collateralized financial loan between two parties

financial trading done directly between two parties, rather than on an exchange

physical or virtual transactions of buying and selling involving raw or primary commodities

financial exotic option with an all-or-nothing payoff

linear interest rate derivative involving exchange of interest rates between two parties

Turkish stock exchange (2013-)

financial instruments that belong to the group of asset-backed securities and structured credit products

instruction from customers to brokers to buy or sell on an exchange, e.g. a stock exchange

financial market for derivatives

futures company and one of the largest options and futures exchanges, located in Chicago, Illinois, United States

Novation, in contract law and business law, is the act of –

situation when futures prices are below the expected spot price at maturity

pre-arranged price at which the owner of the option has the right to buy/sell the underlying security

value calculated on simplified assumptions

exotic financial option

thumb|upright=1.5|This graph depicts how the price of a single forward contract will typically behave through time in relation to the expected future price at any point in time. A futures contract in contango will normally decrease in value until it equals the spot price of the underlying commodity at maturity. This graph does not show the [[forward curve (which plots against maturities on the horizontal).]]

A counterparty (sometimes contraparty) is a legal entity, unincorporated entity, or collection of entities to which an exposure of financial risk may exist. The word became widely used in the 1980s, particularly at the time of the Basel I deliberations in 1988.

thumb|upright=2|CBOE Volatility Index (VIX) 2004–2020. VIX is the ticker symbol and popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index or fear gauge.

Bonds used to fund projects which benefit the environment

type of financial instrument

trade organization of participants in the market for over-the-counter derivatives

Financial instrument to reduce risk associated with adverse or unexpected weather conditions.

probability measure

type of option contract in finance

total number outstanding of derivative contracts that have not been settled (offset by delivery)

Term in stock market trading

type of futures contract

amount of one's holdings of a particular financial asset

In finance, moneyness is the relative position of the current price (or future price) of an underlying asset (e.g., a stock) with respect to the strike price of a derivative, most commonly a call option or a put option. Moneyness is firstly a three-fold classification: If the derivative would have positive intrinsic value if it were to expire today, it is said to be in the money (ITM); If the derivative would be worthless if expiring with the underlying at its current price, it is said to be out of the money (OTM); And if the current underlying price and strike price are equal, the derivat

type of financial derivative contract

financial mathematical measure

EU regulation

usually forming part of a series of caps and/or floors within a derivative contract

derivative financial instrument

strategy that allows an investor to maintain an exposure to the upside potential of a risky

Accounting standard

interest rate swaps for overnight loans

cash-settled futures contract on the value of a particular stock market index

index

type of stock options trading strategy

international financial reporting standard

type of stock options trading strategy; bullish vertical spread options trading strategy

type of derivative in finance

type of financial portfolio

stock options trading strategy